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BNP Paribas Put 39000 DJI 20.09.2.../  DE000PN9Q889  /

EUWAX
2024-06-24  5:24:26 PM Chg.-0.50 Bid5:46:38 PM Ask5:46:38 PM Underlying Strike price Expiration date Option type
2.66EUR -15.82% 2.66
Bid Size: 18,000		 2.70
Ask Size: 18,000		 DOW JONES INDUSTRIAL... 39,000.00 - 2024-09-20 Put
 

Master data

WKN: PN9Q88
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Put
Strike price: 39,000.00 -
Maturity: 2024-09-20
Issue date: 2023-10-13
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -123.89
Leverage: Yes

Calculated values

Fair value: 5.07
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.10
Parity: -1.50
Time value: 3.16
Break-even: 38,684.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 1.28%
Delta: -0.35
Theta: -1.40
Omega: -43.26
Rho: -33.71
 

Quote data

Open: 3.13
High: 3.13
Low: 2.66
Previous Close: 3.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.49%
1 Month
  -16.61%
3 Months
  -13.92%
YTD
  -50.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.94 3.16
1M High / 1M Low: 4.76 3.16
6M High / 6M Low: 6.02 2.28
High (YTD): 2024-01-17 6.02
Low (YTD): 2024-05-20 2.28
52W High: - -
52W Low: - -
Avg. price 1W:   3.58
Avg. volume 1W:   0.00
Avg. price 1M:   3.80
Avg. volume 1M:   0.00
Avg. price 6M:   4.16
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.65%
Volatility 6M:   118.16%
Volatility 1Y:   -
Volatility 3Y:   -